+158.3%
CAT vs SBAC
-6.5%
+164.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.8% |
| 7D | +7.4% | +0.6% | +6.8% | +7.4% |
| 30D | -19.7% | +5.5% | -25.1% | -19.6% |
| 3M | -29.6% | +3.1% | -32.7% | -29.6% |
| 6M | -33.2% | -7.0% | -26.2% | -32.7% |
| YTD | +5.7% | +0.5% | +5.2% | +6.4% |
| 1Y | +9.3% | +0.2% | +9.1% | +10.1% |
| 3Y | +158.3% | -7.4% | +165.7% | +161.9% |
| All | +158.3% | -6.5% | +164.9% | +161.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling